- ISIN
- US7439698835
- CUSIP
- 743969883
- Issuer
- PGIM
- Inception Date
- Feb 29, 2000
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
PJIZX Performance Chart
PGIM Quant Solutions International Equity Fund (PJIZX) is up 16.8% since the beginning of the year. PJIZX is currently trading at $11 per share. Investors who bought $1,000 worth of PJIZX shares 5 years ago would now be looking at an investment worth $1,754.
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Returns By Period
PGIM Quant Solutions International Equity Fund (PJIZX) has returned 16.81% so far this year and 39.42% over the past 12 months. Over the last ten years, PJIZX has returned 10.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
PGIM Quant Solutions International Equity Fund
- 1D
- 0.45%
- 1M
- 5.07%
- YTD
- 16.81%
- 6M
- 20.26%
- 1Y
- 39.42%
- 3Y*
- 26.69%
- 5Y*
- 11.90%
- 10Y*
- 10.87%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
PJIZX Monthly Returns History
Based on dividend-adjusted daily data since Feb 29, 2000, PJIZX's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.
Historically, 57% of months were positive and 43% were negative. The best month was May 2009 with a return of +14.1%, while the worst month was Oct 2008 at -22.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, PJIZX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +12.1%, while the worst single day was Oct 15, 2008 at -10.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.78% | 5.87% | -9.23% | 9.16% | 3.82% | 0.45% | 16.81% | ||||||
| 2025 | 4.42% | 2.18% | 1.51% | 3.21% | 5.15% | 5.01% | -0.87% | 4.38% | 3.98% | 1.81% | 1.09% | 3.46% | 41.41% |
| 2024 | -0.71% | 4.44% | 3.84% | -1.98% | 5.66% | -0.51% | 1.79% | 3.02% | 1.34% | -3.98% | -0.13% | -2.04% | 10.78% |
| 2023 | 7.98% | -3.32% | 2.03% | 1.38% | -3.17% | 5.76% | 4.27% | -4.24% | -1.77% | -3.75% | 9.05% | 4.92% | 19.44% |
| 2022 | -1.67% | -2.09% | -2.01% | -6.14% | 1.60% | -10.87% | 4.01% | -3.70% | -10.74% | 4.67% | 12.18% | -2.22% | -17.70% |
| 2021 | 0.63% | 2.01% | 3.08% | 2.63% | 3.15% | -1.02% | -0.68% | 1.72% | -3.39% | 1.64% | -4.49% | 4.84% | 10.15% |
Benchmark Metrics
PGIM Quant Solutions International Equity Fund has an annualized alpha of -1.52%, beta of 0.81, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since March 01, 2000.
- This fund participated in 108.57% of S&P 500 Index downside but only 93.39% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.52%
- Beta
- 0.81
- R²
- 0.60
- Upside Capture
- 93.39%
- Downside Capture
- 108.57%
Expense Ratio
PJIZX has a high expense ratio of 1.04%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
PJIZX ranks 74 for risk / return — better than 74% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PGIM Quant Solutions International Equity Fund (PJIZX) and compare them to S&P 500 Index.
| PJIZX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.63 | 2.24 | +0.39 |
Sortino ratioReturn per unit of downside risk | 3.50 | 3.07 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.41 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.31 | 2.93 | +0.38 |
Martin ratioReturn relative to average drawdown | 13.44 | 13.52 | -0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
PGIM Quant Solutions International Equity Fund provided a 8.60% dividend yield over the last twelve months, with an annual payout of $0.96 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.96 | $0.96 | $0.32 | $0.30 | $0.25 | $0.91 | $0.14 | $0.21 | $0.22 | $0.16 | $0.15 | $0.13 |
Dividend yield | 8.60% | 10.05% | 4.25% | 4.25% | 4.11% | 11.66% | 1.74% | 2.73% | 3.46% | 1.98% | 2.28% | 1.99% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Quant Solutions International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 | $0.96 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $0.91 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the PGIM Quant Solutions International Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PGIM Quant Solutions International Equity Fund was 67.75%, occurring on Mar 12, 2003. Recovery took 1034 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2003 bear market2003 | -67.75%Mar 2003 | 2y 12mo | 4y 1mo | 7y 1moMar 2000 - Apr 2007 |
Financial crisis2007–2009 | -65.41%Mar 2009 | 1y 4mo | 8y 8mo | 10y 4dNov 2007 - Nov 2017 |
COVID crash2020 | -39.42%Mar 2020 | 2y 1mo | 9mo 18d | 2y 11moJan 2018 - Jan 2021 |
Bear market2022 | -30.69%Sep 2022 | 1y 23d | 1y 5mo | 2y 6moSep 2021 - Mar 2024 |
2025 selloff2025 | -13.53%Apr 2025 | 19d | 24d | 1mo 13dMar 2025 - May 2025 |
Drawdown Indicators
| PJIZX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.75% | -56.78% | -10.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -9.10% | -3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -13.53% | -18.90% | +5.37% |
Max Drawdown (5Y)Largest decline over 5 years | -30.69% | -25.43% | -5.26% |
Max Drawdown (10Y)Largest decline over 10 years | -39.42% | -33.92% | -5.50% |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -23.74% | -10.72% | -13.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 1.97% | +1.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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